Related papers: A third order BDF energy stable linear scheme for …
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
In this paper, we propose and analyze an efficient numerical method for the anisotropic phase field dendritic crystal growth model, which is challenging because we are facing the nonlinear coupling and anisotropic coefficient in the model.…
An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios…
The finite-difference time-domain (FDTD) method is a flexible and powerful technique for rigorously solving Maxwell's equations. However, three-dimensional optical nonlinearity in current commercial and research FDTD softwares requires…
Energy stable flux reconstruction (ESFR) is a high-order numerical method used for solving partial differential equations in computational fluid dynamics. This method is designed to preserve the energy stability of the underlying partial…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…
In this paper we propose an efficient third-order numerical scheme for backward stochastic differential equations(BSDEs). We use 3-point Gauss-Hermite quadrature rule for approximation of the conditional expectation and avoid spatial…
In this work, we analyze the three-step backward differentiation formula (BDF3) method for solving the Allen-Cahn equation on variable grids. For BDF2 method, the discrete orthogonal convolution (DOC) kernels are positive, the stability and…
A second-order backward differentiation formula (BDF2) finite-volume discretization for a nonlinear cross-diffusion system arising in population dynamics is studied. The numerical scheme preserves the Rao entropy structure and conserves the…
We present a second-order ensemble method based on a blended three-step backward differentiation formula (BDF) timestepping scheme to compute an ensemble of Navier-Stokes equations. Compared with the only existing second-order ensemble…
This study presents a high-order finite volume scheme capable of large time-step integration for three-temperature radiation diffusion (3TRD) equations, where conservation is naturally achieved through energy update. To handle local large…
This paper investigates the long time stability behavior of multiphysics flow problems, namely the Navier-Stokes equations, natural convection and double-diffusive convection equations with an extrapolated blended BDF time-stepping scheme.…
The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…
This work is concerned with the uniform accuracy of implicit-explicit backward differentiation formulas for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed previously by the third author.…
In this paper we consider unconditionally energy stable numerical schemes for the nonstationary 3D magneto-micropolar equations that describes the microstructure of rigid microelements in electrically conducting fluid flow under some…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…
A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order…